+392.1%
SCHW vs BMRN
+392.1%
0.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -0.1% | -5.8% | +5.8% | +1.2% |
| 3M | +20.6% | +16.6% | +4.0% | +16.2% |
| 6M | +15.9% | +7.6% | +8.4% | +13.4% |
| YTD | +8.5% | +10.2% | -1.7% | +5.3% |
| 1Y | +17.8% | +20.2% | -2.4% | +11.5% |
| 3Y | +88.5% | -27.4% | +115.9% | +95.2% |
| 5Y | +60.6% | -16.0% | +76.6% | +58.3% |
| 10Y | +298.0% | -30.3% | +328.4% | +285.7% |
| All | +392.1% | +392.1% | 0.0% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling